Travail de recherche/Working paper
Titre: |
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Auteur: | Geenens, Gery; Charpentier, Arthur; Paindaveine, Davy |
Statut de publication: | Publié, 2014-04 |
series: | ECARES Working Papers, ECARES 2014-23 |
Sujet CREF: | Economie |
Volumes/pages: | 41 p. |
Mots-clés: | copula density |
transformation kernel density estimator | |
boundary bias | |
unbounded Density | |
local likelihood density estimation | |
Langue: | Anglais |
Identificateurs: | RePEc:eca:wpaper:2013/159977 |